Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

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Optimising Portfolio Diversification in Islamic Economies: Insights from a DCC-GARCH Approach

This empirical study examines the diversification benefits of Islamic equity markets in Malaysia and Indonesia from January 2000 to December 2022. Despite extensive research, the diversification potential of Association of Southeast Asian Nations (ASEAN) Islamic equity markets in times of turmoil ha...

書誌詳細
出版年:	Studies in Systems, Decision and Control
第一著者:	Fahami N.A.; Basri M.F.
フォーマット:	Book chapter
言語:	English
出版事項:	Springer Science and Business Media Deutschland GmbH 2025
オンライン･アクセス:	https://www.scopus.com/inward/record.uri?eid=2-s2.0-85214666931&doi=10.1007%2f978-3-031-71526-6_51&partnerID=40&md5=57db8f3bed04afc3b48f55f2e194a9c4

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